Trading Metrics calculated at close of trading on 30-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,286.00 |
15,432.75 |
146.75 |
1.0% |
15,090.00 |
High |
15,443.75 |
15,617.75 |
174.00 |
1.1% |
15,443.75 |
Low |
15,265.50 |
15,420.00 |
154.50 |
1.0% |
15,086.50 |
Close |
15,426.50 |
15,597.50 |
171.00 |
1.1% |
15,426.50 |
Range |
178.25 |
197.75 |
19.50 |
10.9% |
357.25 |
ATR |
173.20 |
174.95 |
1.75 |
1.0% |
0.00 |
Volume |
441,045 |
417,563 |
-23,482 |
-5.3% |
2,188,822 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,138.25 |
16,065.75 |
15,706.25 |
|
R3 |
15,940.50 |
15,868.00 |
15,652.00 |
|
R2 |
15,742.75 |
15,742.75 |
15,633.75 |
|
R1 |
15,670.25 |
15,670.25 |
15,615.75 |
15,706.50 |
PP |
15,545.00 |
15,545.00 |
15,545.00 |
15,563.25 |
S1 |
15,472.50 |
15,472.50 |
15,579.25 |
15,508.75 |
S2 |
15,347.25 |
15,347.25 |
15,561.25 |
|
S3 |
15,149.50 |
15,274.75 |
15,543.00 |
|
S4 |
14,951.75 |
15,077.00 |
15,488.75 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,390.75 |
16,265.75 |
15,623.00 |
|
R3 |
16,033.50 |
15,908.50 |
15,524.75 |
|
R2 |
15,676.25 |
15,676.25 |
15,492.00 |
|
R1 |
15,551.25 |
15,551.25 |
15,459.25 |
15,613.75 |
PP |
15,319.00 |
15,319.00 |
15,319.00 |
15,350.00 |
S1 |
15,194.00 |
15,194.00 |
15,393.75 |
15,256.50 |
S2 |
14,961.75 |
14,961.75 |
15,361.00 |
|
S3 |
14,604.50 |
14,836.75 |
15,328.25 |
|
S4 |
14,247.25 |
14,479.50 |
15,230.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,617.75 |
15,255.25 |
362.50 |
2.3% |
125.50 |
0.8% |
94% |
True |
False |
438,758 |
10 |
15,617.75 |
14,710.50 |
907.25 |
5.8% |
188.25 |
1.2% |
98% |
True |
False |
510,177 |
20 |
15,617.75 |
14,710.50 |
907.25 |
5.8% |
167.00 |
1.1% |
98% |
True |
False |
474,520 |
40 |
15,617.75 |
14,445.00 |
1,172.75 |
7.5% |
180.25 |
1.2% |
98% |
True |
False |
491,276 |
60 |
15,617.75 |
13,680.75 |
1,937.00 |
12.4% |
175.25 |
1.1% |
99% |
True |
False |
443,503 |
80 |
15,617.75 |
12,906.00 |
2,711.75 |
17.4% |
193.00 |
1.2% |
99% |
True |
False |
332,962 |
100 |
15,617.75 |
12,906.00 |
2,711.75 |
17.4% |
194.50 |
1.2% |
99% |
True |
False |
266,505 |
120 |
15,617.75 |
12,602.00 |
3,015.75 |
19.3% |
206.00 |
1.3% |
99% |
True |
False |
222,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,458.25 |
2.618 |
16,135.50 |
1.618 |
15,937.75 |
1.000 |
15,815.50 |
0.618 |
15,740.00 |
HIGH |
15,617.75 |
0.618 |
15,542.25 |
0.500 |
15,519.00 |
0.382 |
15,495.50 |
LOW |
15,420.00 |
0.618 |
15,297.75 |
1.000 |
15,222.25 |
1.618 |
15,100.00 |
2.618 |
14,902.25 |
4.250 |
14,579.50 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,571.25 |
15,543.75 |
PP |
15,545.00 |
15,490.25 |
S1 |
15,519.00 |
15,436.50 |
|